Change your power settings
The first thing I do after going through the requisite Windows setup process is tweak a new laptop's power settings. In Windows 8, these are easiest to find by going back to the traditional desktop view and left-clicking the battery icon and selecting "More power options."
From there, depending on the expected battery life of the laptop, you can tweak the length of time before the screen dims and turns off, and before the system goes to sleep. There's no perfect settings that will work for everyone and every system, but I'm comfortable setting the screen to dim at 5 minutes, turn off at 10 or 15 minutes, and put the system to sleep at 20 minutes.